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Miha Kralj
35a6702b06
Deep review of all indicator categories verified .md headers against .cs WarmupPeriod, parameters, inputs, and outputs. Fixes include warmup corrections, parameter documentation, output type accuracy, and Pine Script alignment.
37 lines
1.6 KiB
Plaintext
37 lines
1.6 KiB
Plaintext
// Licensed under the Apache License, Version 2.0
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// © mihakralj
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//@version=6
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// LRSI: Laguerre RSI
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// John Ehlers, "Cybernetic Analysis for Stocks and Futures" (2004)
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// A modified RSI that uses a 4-element Laguerre filter as its core moving average.
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// The gamma parameter controls the damping of the filter stages, trading
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// responsiveness against smoothness. Output is dimensionless [0, 1].
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indicator("Laguerre RSI (LRSI)", "LRSI", overlay=false)
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gamma = input.float(0.5, "Gamma", minval=0.0, maxval=1.0, step=0.01,
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tooltip="Damping factor [0,1]. Lower = more responsive; higher = smoother.")
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var float L0 = 0.0
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var float L1 = 0.0
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var float L2 = 0.0
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var float L3 = 0.0
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// Four cascaded Laguerre filter stages
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// Each stage is a first-order all-pass element with coefficient gamma
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L0 := (1 - gamma) * close + gamma * nz(L0[1])
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L1 := -gamma * L0 + nz(L0[1]) + gamma * nz(L1[1])
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L2 := -gamma * L1 + nz(L1[1]) + gamma * nz(L2[1])
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L3 := -gamma * L2 + nz(L2[1]) + gamma * nz(L3[1])
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// RSI numerator/denominator computed over stage differences
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cu = (L0 > L1 ? L0 - L1 : 0) + (L1 > L2 ? L1 - L2 : 0) + (L2 > L3 ? L2 - L3 : 0)
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cd = (L0 < L1 ? L1 - L0 : 0) + (L1 < L2 ? L2 - L1 : 0) + (L2 < L3 ? L3 - L2 : 0)
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// cu + cd == 0 only when all stages are identical (flat market); default 0.5
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lrsi = cu + cd != 0 ? cu / (cu + cd) : 0.5
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plot(lrsi, "LRSI", color=color.yellow, linewidth=2)
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hline(0.8, "Overbought", color=color.red, linestyle=hline.style_dashed)
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hline(0.5, "Midline", color=color.gray, linestyle=hline.style_dotted)
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hline(0.2, "Oversold", color=color.green, linestyle=hline.style_dashed)
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